| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | -2.70 | 1.38 | -1.86 | 2.94 | -0.37 | 0.98 | -1.37 | 1.69 | -3.88 | -0.96 | 0.54 | -0.62 | -4.35 |
| 2020 | 6.15 | 1.98 | 7.02 | -0.44 | -3.32 | 1.02 | -0.54 | -0.83 | -4.40 | NA | NA | NA | 6.22 |
| Statistic | 1 Month | 3 Month | 6 Month | 1 Year | 2 Year |
|---|---|---|---|---|---|
| Best | 7.02 | 15.85 | 15.23 | 14.45 | NA |
| Worst | -4.40 | -5.71 | -8.31 | -4.37 | NA |
| Average | 0.11 | 1.12 | 3.18 | 6.41 | NA |
| Median | -0.44 | -0.35 | 2.29 | 6.55 | NA |
| Last | -4.40 | -5.71 | -8.31 | 5.11 | NA |
| Winning (%) | 42.86 | 47.37 | 68.75 | 90.00 | NA |
| Avg. Pos. Period | 2.63 | 5.45 | 6.45 | 7.61 | NA |
| Avg. Neg. Period | -1.78 | -2.78 | -4.02 | -4.37 | NA |
| # Of Periods | 21.00 | 19.00 | 16.00 | 10.00 | NA |
| Statistic | Value |
|---|---|
| Annualized Std.Deviation | 10.01 |
| Maximum Drawdown | 8.31 |
| Month to Recover | 7.00 |
| Worst Month | -4.40 |
| Losing Months (%) | 57.14 |
| Average Losing Month | -1.78 |
| Loss Deviation | 1.44 |
| Correlation vs MSCI World TR | -0.53 |
| Correlation vs Bloomberg Agri | -0.46 |
| Statistic | Value |
|---|---|
| Last Month | -4.40 |
| Year To Date | 6.23 |
| 3 Month ROR | -5.71 |
| 12 Month ROR | 5.11 |
| 36 Month ROR | NA |
| Total Return | 1.59 |
| Compound ROR | 0.91 |
| Best Month | 7.02 |
| Winning Months (%) | 42.86 |
| Number | Depth (%) | Length (Months) | Recovery (Months) | Start | End |
|---|---|---|---|---|---|
| 1 | -8.31 | 7 | NA | 2020-04-30 | NA |
| 2 | -4.89 | 5 | 1 | 2019-09-30 | 2020-01-31 |
| 3 | -3.19 | 6 | 3 | 2019-01-31 | 2019-06-30 |
| 4 | -1.37 | 2 | 1 | 2019-07-30 | 2019-08-30 |
